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EGF expression of interest launched
Sector developments and company hires
EGF expression of interest launched The EIF has issued a call for expression of interest in partici...
Market Moves 1 September 2020 -
Seeking stability
Stimulus complicating SME SRT analysis
Coronavirus-related stimulus schemes are complicating the analysis of European SME significant risk...
News Analysis 1 September 2020 -
Risk transfer round-up - 28 August
CRT sector developments and deal news
BNP Paribas is rumoured to be prepping its fifth corporate capital relief trade from the Resonance p...
News 28 August 2020 -
CECL eligibility expanded
Sector developments and company hires
CECL eligibility expanded The FDIC, OCC and the US Fed have finalised a rule that allows institutio...
Market Moves 28 August 2020 -
Auto SRT prepped
Santander readies capital relief trade
Santander is marketing a full-stack auto significant risk transfer trade that references a &euro...
News 28 August 2020 -
View from an investor
SCI hears from an US MBS buyer about what he likes in the market... and next week what he doesn't
Karlis R. Ulmanis, CFA, is a portfolio manager at DuPont Capital. In these waning days of summer, he...
Talking Point 25 August 2020 -
SCI Start the Week - 24 August
A review of securitisation activity over the past seven days
Last week's stories Car capital relief JPM Chase tests the auto loan waters with new CRT deal ...
News 24 August 2020 -
Car capital relief
JPM Chase tests the auto loan waters with new CRT deal
Investors and analysts have given a cautious welcome to the latest JP Morgan CRT deal - a $1.8bn aut...
News 21 August 2020 -
Risk transfer round-up - 20 August
CRT sector developments and deal news
Banca Carige is rumoured to be readying a capital relief trade referencing corporate loans for 2H20....
News 20 August 2020 -
SSRT trio revealed
Sector developments and company hires
SSRT trio revealed S&P has published its ratings and research on three previously privately...
Market Moves 19 August 2020 -
Freddie trifecta
Freddie prints its third STACR since lockdown, while Fannie remains on sidelines
Freddie Mac yesterday priced another STACR deal, its third since lockdown conditions began in early...
News 19 August 2020 -
Maximum impact
Full deduction SRTs stage comeback
Supranational and private capital relief trade structures have had to be adjusted following the coro...
News Analysis 17 August 2020 -
'Flip clause' complaint dismissed
Sector developments and company hires
‘Flip clause’ complaint dismissed The US Court of Appeals for the Second Circui...
Market Moves 14 August 2020 -
Hertz review reversed
Sector developments and company hires
Hertz review reversed Moody's has changed the direction of review for 11 tranches of rental...
Market Moves 12 August 2020 -
SCI Start the Week - 10 August
A review of securitisation activity over the past seven days
Last week's stories Asset-backed attenuation Stricter underwriting in auto, credit card and home...
News 10 August 2020 -
Freddie STACRs them up
New STACR deal was upsized and printed at the tight end across the capital structure
Freddie Mac has confirmed that the B1 and B2 tranches of its $835m STACR REMIC 2020-HQA3 deal, print...
News 4 August 2020